The underwater robot (UR) is an embodiment of interdisciplinary technologies, integrating underwater communication, machinery, marine science, computer science, and robotics. Although URs enable a highly engaging and exploratory construction that can foster children's engineering education and ocean literacy, little work has explored UR design and education for children. In this paper, we present a study using URs to engage children in exploring engineering, robotics, environmental science, and marine sustainability. We introduce ModBot, a modular UR-making toolkit for children that uses hardware blocks and software applications for UR creation. We describe a study with 31 children (ages 5-8; 16 girls and 15 boys) and report how they learned UR concepts such as buoyancy and balance through playing with the ModBot kit and creating their own URs. This study is intended to investigate how URs can be used to spark children's interest in water environments and make a connection to robotics by the creation of their own URs.